Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 3.56% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 275,710 CHF | 285,710 CHF | 99.78% | 99.78% |
29/04/2025 | 3.77% | 0.26 CHF | 0.27 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 260,660 CHF | 270,660 CHF | 99.71% | 99.71% |
28/04/2025 | 3.41% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 998,667 | 998,667 | 289,133 CHF | 299,133 CHF | 99.64% | 99.64% |
25/04/2025 | 3.37% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 291,945 CHF | 301,945 CHF | 100.00% | 100.00% |
24/04/2025 | 3.62% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 997,978 | 997,978 | 272,069 CHF | 282,069 CHF | 98.89% | 98.89% |
23/04/2025 | 3.81% | 0.30 CHF | 0.31 CHF | 1,000,000 | 1,000,000 | 999,982 | 1,000,000 | 258,638 CHF | 268,643 CHF | 99.89% | 99.89% |
22/04/2025 | 5.35% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 997,250 | 997,236 | 183,114 CHF | 193,112 CHF | 99.84% | 99.84% |
17/04/2025 | 3.48% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 282,312 CHF | 292,312 CHF | 99.15% | 99.15% |
16/04/2025 | 3.46% | 0.27 CHF | 0.28 CHF | 1,000,000 | 1,000,000 | 999,004 | 999,004 | 284,242 CHF | 294,242 CHF | 99.34% | 99.34% |
15/04/2025 | 3.19% | 0.32 CHF | 0.33 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 308,771 CHF | 318,771 CHF | 99.96% | 99.96% |